History request for custom universe objects

[DerekMelchin]

Expected Behavior

We can call

qb.history[StockDataSource](universe, datetime(2018, 1, 1), datetime(2018, 6, 1))

where StockDataSource is a custom data source.

Actual Behavior

The method works for custom securities, but with custom universes we get:

TypeError: No method matches given arguments for History: (<class 'QuantConnect.Data.UniverseSelection.FuncUniverse'>, <class 'datetime.datetime'>, <class 'datetime.datetime'>)

We can get the dataframe of universe data, but not the universe data objects themselves.

Potential Solution

N/A

Reproducing the Problem

Run the cells in this notebook
https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_6c4201feab6e8c75d1494960c4fa0f37.html

System Information

QC Cloud

Checklist

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• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue